About this title: The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill-judged investment. At the same time, individuals are paid huge sums to use their mathematical skills to make well-judged investment decisions. Here now is the first rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. Key concepts such as martingales, change of measure, and the Heath-Jarrow-Morton model are described with ...
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Note: This is a general synopsis. Each listing is described below.
Publisher: Cambridge University Press
Date Published: 1996
ISBN-13:9780521552899ISBN:0521552893
Description: BRAND NEW. 9.53 by.75 inches. (243 pages) modern introduction to mathematics of pricing, construction and hedging of derivative securities. here is a modern, rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. an essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world. here is a modern, ... read more
Binding: Hardback
Publisher: CAMBRIDGE UNIVERSITY PRESS Country = UNITED KINGDOM
Date Published: 1996
ISBN-13:9780521552899ISBN:0521552893
Description: BRAND NEW HARDBACK. 243 pages. (243 pages) modern introduction to mathematics of pricing, construction and hedging of derivative securities. 41 b/w illus. 9 tables 23 exercises (Hardback) read more
Edition: reprint.
Binding: orig. boards
Publisher: Cambridge University Press, Cambridge
Date Published: (2002)
Description: Some rubbing to binding. VG. 24x15cm, ix, 233 pp. Contents: The parable of the bookmaker; Introduction; Discrete processes; Continuous processes; Pricing market securities; Interest rates; Bigger models; Appendices: Further reading; Notation; Answers to exercises; Glossary of technical terms. ["The rewards and dangers of speculating in the modern financial markets have come to the fore in recent times with the collapse of banks and bankruptcies of public corporations as a direct result of ill ... read more
Description: New. Here is a modern, rigorous and accessible account of the mathematics behind the pricing, construction and hedging of derivative securities. An essential purchase for market practitioners, quantitative analysts, and derivatives traders, whether existing or trainees, in investment banks in the major financial centres throughout the world. read more
Binding: Hardcover
Publisher: Cambridge University Press
ISBN-13:9780521552899ISBN:0521552893
Description: New. PLEASE NOTE: All books are promptly imported from the UK using DHL or Royal Mail international mail WITH TRACKING NUMBER. Delivery is typically 5-10 working days. Please do not select expedited shipping. Professional and reliable bookseller (est.1987). Modern introduction to mathematics of pricing, construction and hedging of derivative securities. read more
Description: Like New. SHIPS FROM GERMANY. NO EXPEDITED SHIPPING! Allow 10-14 business days for delivery. Please always check the language in the product description section. Few left in stock-order soon. Selling online since 1995. Code: L20091206084910I. read more
Description: New. Please note that deliveries to addresses in the UK and Europe will be in 4-14 business days. Other countries should refer to Alibris standard times. The first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities, this book explains, with mathematical precision and in a style tailored for market practitioners, such key concepts as martingales, change of measure, and the Heath-Jarrow-Morton model. A full Glossary of ... read more
Binding: Hardcover
Publisher: Cambridge University Press
ISBN-13:9780521552899ISBN:0521552893
Description: New. PLEASE NOTE: All books are promptly imported from the UK using DHL or Royal Mail international mail WITH TRACKING NUMBER. Delivery is typically 5-10 working days. Please do not select expedited shipping. Professional and reliable bookseller (est.1987). Modern introduction to mathematics of pricing, construction and hedging of derivative securities. read more
Description: New. The first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities, this book explains, with mathematical precision and in a style tailored for market practitioners, such key concepts as martingales, change of measure, and the Heath-Jarrow-Morton model. A full Glossary of probabilistic and financial terms is provided along with graphical illustrations with realistic data. ISBN10: 0521552893. read more
Description: New. We are no longer able to guarantee delivery by Christmas. PLEASE NOTE that we do not offer expedited shipping. Orders placed with the priority shipping option will automatically be canceled. The first rigorous and accessible account of the mathematics behind the pricing, construction, and hedging of derivative securities, this book explains, with mathematical precision and in a style tailored for market practitioners, such key concepts as martingales, change of measure, and the Heath ... read more
Binding: Hardcover
Publisher: Cambridge University Press
ISBN-13:9780521552899ISBN:0521552893
Description: New. PLEASE NOTE: All books are promptly shipped from our UK warehouse using Royal Mail International Priority mail. Heavier or more expensive books are shipped with a TRACKING NUMBER. Professional and reliable bookseller (est.1987). Modern introduction to mathematics of pricing, construction and hedging of derivative securities. read more
Binding: Hardcover
Publisher: Cambridge University Press
ISBN-13:9780521552899ISBN:0521552893
Description: New. PLEASE NOTE: All books are promptly shipped from our UK warehouse using Royal Mail International Priority mail. Heavier or more expensive books are shipped with a TRACKING NUMBER. Professional and reliable bookseller (est.1987). Modern introduction to mathematics of pricing, construction and hedging of derivative securities. read more
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